Alison Krauss wears her celebrity lightly. A refreshingly unassuming performer, she came on stage clutching her fiddle as if she was appearing at a bluegrass festival back in the midwest, and after just one song stepped back to work as an accompanist, handing over the vocals to guitarist Dan Tyminski. It's an easygoing approach that has helped to bring her, and the excellent Union Station, unprecedented success as they have steadily edged away from those bluegrass roots to create a massively commercial country-pop-folk fusion.

Now, at the age of 41, after a 26-year career (she was a teenage protege), Krauss has notched up a remarkable 26 Grammys, including those she received for Raising Sand, recorded with Robert Plant. No surprise, then, that she has completely sold out her four-night run at the Festival Hall. Much of the concert was devoted to songs from Paper Airplane, her first new album with Union Station in seven years, mixed with reminders of her earlier work, and solo spots from the band. The result was a varied set, that veered from pleasant but forgettable to fine, mostly tragic songs that showed off her range – with the effortlessly inventive multi-instrumental work from the band helping transform every song. The classy easy-listening material included her reworking of the 60s hit Baby, Now That I've Found You, while the best songs included Ghost in This House, the new and gently pained Lie Awake, and – finest of all – an exquisite treatment of Richard Thompson's Dimming of the Day. Then there was upbeat fiddle work on Sawing on the Strings and a swinging revival, piano-backed, of Jimmie Rodgers' Any Old Time. Further variety came from the band. Tyminski, who provided the "singing voice" for George Clooney in O Brother, Where Art Thou, added a gutsy Man of Constant Sorrow, along with an enthusiastic treatment of Woody Guthrie's Pastures of Plenty, while Jerry Douglas showed off his virtuoso dobro work on an inspired, free-wheeling improvisation inspired by bluegrass, Paul Simon and Chick Corea.

Krauss and Union Station gave their adoring followers exactly what they wanted, but are surely capable of even more challenging and unexpected material. They ended with the most memorable songs of the night, joining together around a single microphone for an intimate encore that included an exquisite harmony treatment of Down to the River to Pray.